#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
-
-struct variable;
-struct pspp_coeff;
-union value;
+#include <src/math/coefficient.h>
+#include <math/covariance-matrix.h>
enum
{
coefficient here. */
/*
- The variable struct is ignored during estimation. It is here so
- the calling procedure can find the variable used in the model.
+ Pointers to the variables.
*/
const struct variable *depvar;
+ const struct variable **indep_vars;
gsl_vector *residuals;
struct pspp_coeff **coeff;
to it. n is the number of cases, p is the number of
independent variables.
*/
-pspp_linreg_cache *pspp_linreg_cache_alloc (size_t n, size_t p);
+pspp_linreg_cache *pspp_linreg_cache_alloc (const struct variable *, const struct variable **,
+ size_t, size_t);
bool pspp_linreg_cache_free (void *);
values as indicated by opts.
*/
int
-pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
- const pspp_linreg_opts * opts, pspp_linreg_cache * cache);
+pspp_linreg (const gsl_vector *, const struct design_matrix *,
+ const pspp_linreg_opts *, pspp_linreg_cache *);
double
pspp_linreg_predict (const struct variable **, const union value **,
*/
int pspp_linreg_get_vars (const void *, const struct variable **);
-const struct pspp_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
+struct pspp_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
*,
const struct variable
*,
const union value *);
+/*
+ Return or set the standard deviation of the independent variable.
+ */
+double pspp_linreg_get_indep_variable_sd (pspp_linreg_cache *, const struct variable *);
+void pspp_linreg_set_indep_variable_sd (pspp_linreg_cache *, const struct variable *, double);
+/*
+ Mean of the independent variable.
+ */
+double pspp_linreg_get_indep_variable_mean (pspp_linreg_cache *, const struct variable *);
+void pspp_linreg_set_indep_variable_mean (pspp_linreg_cache *, const struct variable *, double);
+
+/*
+ Regression using only the covariance matrix.
+ */
+void pspp_linreg_with_cov (const struct covariance_matrix *, pspp_linreg_cache *);
+double pspp_linreg_mse (const pspp_linreg_cache *);
#endif